I ran my CB coax through a grommet in the firewall. I removed the fuse box under the hood and there is a boot/plug thing with a bunch of wires going through it. I cut a hole in that (be careful as you do not want to cut any of the wiring going through there) and ran my coax through that. Also have wires for my offroad lights, CB power and PA wires going through it.
Sold:2004 XLT 4x2 Ext. Cab. 3.0 Mods: 3" spindle, AAL, shackle, 32x11.5 on 15x8s, billet grille, clear corners, flow 40 dumped, line-x, CB/PA, traction bars, lil sound system, auto up down windows
Sold:2005 XLT 4x4 Ext. Cab. 4.0 Mods: ProComp lights w/ HID swap on tabs, 32x11.5 on 15x8s, CB/PA, black out heads/corners, lil sound system, cranked t-bars, flow 40 dumped, line-x, shell, bed rug, 06+ tails, metal tail gate handle since plastic one shattered, OHC, Mustang Dome.